DGSCX vs. GAOAX
Compare and contrast key facts about Virtus Global Small-Cap Fund (DGSCX) and JPMorgan Global Allocation Fund A (GAOAX).
DGSCX is managed by Allianz. It was launched on Dec 30, 1996. GAOAX is managed by JPMorgan. It was launched on May 31, 2011.
Performance
DGSCX vs. GAOAX - Performance Comparison
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DGSCX vs. GAOAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | -7.70% | -0.96% | 9.71% | 24.03% | -24.11% | 11.23% | 29.79% | 23.02% | -16.82% | 26.86% |
GAOAX JPMorgan Global Allocation Fund A | -3.89% | 14.68% | 7.91% | 12.69% | -18.74% | 3.60% | 15.29% | 15.95% | -6.07% | 16.82% |
Returns By Period
In the year-to-date period, DGSCX achieves a -7.70% return, which is significantly lower than GAOAX's -3.89% return. Over the past 10 years, DGSCX has outperformed GAOAX with an annualized return of 6.40%, while GAOAX has yielded a comparatively lower 5.74% annualized return.
DGSCX
- 1D
- 0.48%
- 1M
- -9.61%
- YTD
- -7.70%
- 6M
- -12.53%
- 1Y
- -10.02%
- 3Y*
- 5.18%
- 5Y*
- -0.72%
- 10Y*
- 6.40%
GAOAX
- 1D
- 1.47%
- 1M
- -6.40%
- YTD
- -3.89%
- 6M
- -2.79%
- 1Y
- 9.60%
- 3Y*
- 8.41%
- 5Y*
- 1.86%
- 10Y*
- 5.74%
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DGSCX vs. GAOAX - Expense Ratio Comparison
DGSCX has a 1.28% expense ratio, which is higher than GAOAX's 1.04% expense ratio.
Return for Risk
DGSCX vs. GAOAX — Risk / Return Rank
DGSCX
GAOAX
DGSCX vs. GAOAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Virtus Global Small-Cap Fund (DGSCX) and JPMorgan Global Allocation Fund A (GAOAX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DGSCX | GAOAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.70 | 0.86 | -1.56 |
Sortino ratioReturn per unit of downside risk | -0.91 | 1.24 | -2.16 |
Omega ratioGain probability vs. loss probability | 0.89 | 1.17 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | -0.68 | 1.10 | -1.78 |
Martin ratioReturn relative to average drawdown | -1.77 | 4.47 | -6.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DGSCX | GAOAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.70 | 0.86 | -1.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.04 | 0.17 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.53 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.54 | -0.16 |
Correlation
The correlation between DGSCX and GAOAX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DGSCX vs. GAOAX - Dividend Comparison
DGSCX's dividend yield for the trailing twelve months is around 4.99%, less than GAOAX's 10.04% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGSCX Virtus Global Small-Cap Fund | 4.99% | 4.61% | 14.50% | 0.84% | 2.64% | 30.56% | 4.16% | 7.03% | 21.96% | 7.99% | 0.00% | 0.00% |
GAOAX JPMorgan Global Allocation Fund A | 10.04% | 10.15% | 2.34% | 0.00% | 4.62% | 4.61% | 1.54% | 2.43% | 2.52% | 2.95% | 2.59% | 0.96% |
Drawdowns
DGSCX vs. GAOAX - Drawdown Comparison
The maximum DGSCX drawdown since its inception was -68.18%, which is greater than GAOAX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for DGSCX and GAOAX.
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Drawdown Indicators
| DGSCX | GAOAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.18% | -29.02% | -39.16% |
Max Drawdown (1Y)Largest decline over 1 year | -16.85% | -8.95% | -7.90% |
Max Drawdown (5Y)Largest decline over 5 years | -37.49% | -29.02% | -8.47% |
Max Drawdown (10Y)Largest decline over 10 years | -40.29% | -29.02% | -11.27% |
Current DrawdownCurrent decline from peak | -17.64% | -7.61% | -10.03% |
Average DrawdownAverage peak-to-trough decline | -19.73% | -6.01% | -13.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.48% | 2.20% | +4.28% |
Volatility
DGSCX vs. GAOAX - Volatility Comparison
The current volatility for Virtus Global Small-Cap Fund (DGSCX) is 4.08%, while JPMorgan Global Allocation Fund A (GAOAX) has a volatility of 4.98%. This indicates that DGSCX experiences smaller price fluctuations and is considered to be less risky than GAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DGSCX | GAOAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 4.98% | -0.90% |
Volatility (6M)Calculated over the trailing 6-month period | 8.37% | 7.55% | +0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.81% | 11.53% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.99% | 11.03% | +6.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.24% | 10.81% | +8.43% |